| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2,097.75 |
2,094.00 |
-3.75 |
-0.2% |
2,043.25 |
| High |
2,107.00 |
2,101.00 |
-6.00 |
-0.3% |
2,106.75 |
| Low |
2,093.25 |
2,083.00 |
-10.25 |
-0.5% |
2,037.25 |
| Close |
2,094.75 |
2,085.00 |
-9.75 |
-0.5% |
2,099.25 |
| Range |
13.75 |
18.00 |
4.25 |
30.9% |
69.50 |
| ATR |
23.83 |
23.41 |
-0.42 |
-1.7% |
0.00 |
| Volume |
957,576 |
1,193,863 |
236,287 |
24.7% |
8,418,082 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.75 |
2,132.25 |
2,095.00 |
|
| R3 |
2,125.75 |
2,114.25 |
2,090.00 |
|
| R2 |
2,107.75 |
2,107.75 |
2,088.25 |
|
| R1 |
2,096.25 |
2,096.25 |
2,086.75 |
2,093.00 |
| PP |
2,089.75 |
2,089.75 |
2,089.75 |
2,088.00 |
| S1 |
2,078.25 |
2,078.25 |
2,083.25 |
2,075.00 |
| S2 |
2,071.75 |
2,071.75 |
2,081.75 |
|
| S3 |
2,053.75 |
2,060.25 |
2,080.00 |
|
| S4 |
2,035.75 |
2,042.25 |
2,075.00 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.50 |
2,264.00 |
2,137.50 |
|
| R3 |
2,220.00 |
2,194.50 |
2,118.25 |
|
| R2 |
2,150.50 |
2,150.50 |
2,112.00 |
|
| R1 |
2,125.00 |
2,125.00 |
2,105.50 |
2,137.75 |
| PP |
2,081.00 |
2,081.00 |
2,081.00 |
2,087.50 |
| S1 |
2,055.50 |
2,055.50 |
2,093.00 |
2,068.25 |
| S2 |
2,011.50 |
2,011.50 |
2,086.50 |
|
| S3 |
1,942.00 |
1,986.00 |
2,080.25 |
|
| S4 |
1,872.50 |
1,916.50 |
2,061.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.00 |
2,052.25 |
54.75 |
2.6% |
26.25 |
1.3% |
60% |
False |
False |
1,415,816 |
| 10 |
2,107.00 |
2,030.50 |
76.50 |
3.7% |
25.25 |
1.2% |
71% |
False |
False |
1,346,502 |
| 20 |
2,109.75 |
2,030.50 |
79.25 |
3.8% |
22.00 |
1.1% |
69% |
False |
False |
691,262 |
| 40 |
2,109.75 |
1,966.00 |
143.75 |
6.9% |
24.00 |
1.2% |
83% |
False |
False |
347,579 |
| 60 |
2,109.75 |
1,963.50 |
146.25 |
7.0% |
26.25 |
1.3% |
83% |
False |
False |
232,622 |
| 80 |
2,109.75 |
1,954.25 |
155.50 |
7.5% |
25.25 |
1.2% |
84% |
False |
False |
174,634 |
| 100 |
2,109.75 |
1,946.25 |
163.50 |
7.8% |
23.00 |
1.1% |
85% |
False |
False |
139,765 |
| 120 |
2,109.75 |
1,806.50 |
303.25 |
14.5% |
24.50 |
1.2% |
92% |
False |
False |
116,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.50 |
|
2.618 |
2,148.00 |
|
1.618 |
2,130.00 |
|
1.000 |
2,119.00 |
|
0.618 |
2,112.00 |
|
HIGH |
2,101.00 |
|
0.618 |
2,094.00 |
|
0.500 |
2,092.00 |
|
0.382 |
2,090.00 |
|
LOW |
2,083.00 |
|
0.618 |
2,072.00 |
|
1.000 |
2,065.00 |
|
1.618 |
2,054.00 |
|
2.618 |
2,036.00 |
|
4.250 |
2,006.50 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.00 |
2,092.50 |
| PP |
2,089.75 |
2,090.00 |
| S1 |
2,087.25 |
2,087.50 |
|